+8.7%
CTVA vs EME
+8.6%
+0.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.5% |
| 7D | -5.8% | +2.7% | -8.5% | -5.7% |
| 30D | +11.1% | -6.8% | +17.9% | +10.7% |
| 3M | +13.2% | -8.8% | +22.1% | +14.0% |
| 6M | +8.7% | +5.0% | +3.7% | +12.1% |
| All | +8.7% | +8.6% | +0.1% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded EME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling